+267.2%
ALAB vs MA
+37.0%
+230.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.4% |
| 7D | +26.9% | -0.5% | +27.4% | +26.9% |
| 30D | -30.0% | +7.9% | -37.9% | -29.7% |
| 3M | -28.5% | +16.8% | -45.3% | -28.5% |
| 6M | +11.4% | +31.0% | -19.6% | +10.1% |
| YTD | +36.9% | +15.0% | +21.9% | +41.5% |
| 1Y | +44.4% | +17.0% | +27.3% | +47.7% |
| All | +267.2% | +37.0% | +230.3% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling